early_stopping.py

# Copyright 2018 The TensorFlow Authors. All Rights Reserved.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
#     http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
# ==============================================================================
"""Utilities for early stopping."""

from __future__ import absolute_import
from __future__ import division
from __future__ import print_function

import operator
import os

from tensorflow.python.estimator import estimator as estimator_lib
from tensorflow.python.framework import dtypes
from tensorflow.python.framework import ops
from tensorflow.python.ops import init_ops
from tensorflow.python.ops import state_ops
from tensorflow.python.ops import variable_scope
from tensorflow.python.platform import gfile
from tensorflow.python.platform import tf_logging
from tensorflow.python.summary import summary_iterator
from tensorflow.python.training import basic_session_run_hooks
from tensorflow.python.training import session_run_hook
from tensorflow.python.training import training_util

_EVENT_FILE_GLOB_PATTERN = 'events.out.tfevents.*'


def make_early_stopping_hook(estimator,
                             should_stop_fn,
                             run_every_secs=60,
                             run_every_steps=None):
  """Creates early-stopping hook.

  Returns a `SessionRunHook` that stops training when `should_stop_fn` returns
  `True`.

  Usage example:

  ```python
  estimator = ...
  hook = early_stopping.make_early_stopping_hook(
      estimator, should_stop_fn=make_stop_fn(...))
  train_spec = tf.estimator.TrainSpec(..., hooks=[hook])
  tf.estimator.train_and_evaluate(estimator, train_spec, ...)
  ```

  Args:
    estimator: A `tf.estimator.Estimator` instance.
    should_stop_fn: `callable`, function that takes no arguments and returns a
      `bool`. If the function returns `True`, stopping will be initiated by the
      chief.
    run_every_secs: If specified, calls `should_stop_fn` at an interval of
      `run_every_secs` seconds. Defaults to 60 seconds. Either this or
      `run_every_steps` must be set.
    run_every_steps: If specified, calls `should_stop_fn` every
      `run_every_steps` steps. Either this or `run_every_secs` must be set.

  Returns:
    A `SessionRunHook` that periodically executes `should_stop_fn` and initiates
    early stopping if the function returns `True`.

  Raises:
    TypeError: If `estimator` is not of type `tf.estimator.Estimator`.
    ValueError: If both `run_every_secs` and `run_every_steps` are set.
  """
  if not isinstance(estimator, estimator_lib.Estimator):
    raise TypeError('`estimator` must have type `tf.estimator.Estimator`. '
                    'Got: {}'.format(type(estimator)))

  if run_every_secs is not None and run_every_steps is not None:
    raise ValueError('Only one of `run_every_secs` and `run_every_steps` must '
                     'be set.')

  if estimator.config.is_chief:
    return _StopOnPredicateHook(should_stop_fn, run_every_secs, run_every_steps)
  else:
    return _CheckForStoppingHook()


def stop_if_higher_hook(estimator,
                        metric_name,
                        threshold,
                        eval_dir=None,
                        min_steps=0,
                        run_every_secs=60,
                        run_every_steps=None):
  """Creates hook to stop if the given metric is higher than the threshold.

  Usage example:

  ```python
  estimator = ...
  # Hook to stop training if accuracy becomes higher than 0.9.
  hook = early_stopping.stop_if_higher_hook(estimator, "accuracy", 0.9)
  train_spec = tf.estimator.TrainSpec(..., hooks=[hook])
  tf.estimator.train_and_evaluate(estimator, train_spec, ...)
  ```

  Args:
    estimator: A `tf.estimator.Estimator` instance.
    metric_name: `str`, metric to track. "loss", "accuracy", etc.
    threshold: Numeric threshold for the given metric.
    eval_dir: If set, directory containing summary files with eval metrics. By
      default, `estimator.eval_dir()` will be used.
    min_steps: `int`, stop is never requested if global step is less than this
      value. Defaults to 0.
    run_every_secs: If specified, calls `should_stop_fn` at an interval of
      `run_every_secs` seconds. Defaults to 60 seconds. Either this or
      `run_every_steps` must be set.
    run_every_steps: If specified, calls `should_stop_fn` every
      `run_every_steps` steps. Either this or `run_every_secs` must be set.

  Returns:
    An early-stopping hook of type `SessionRunHook` that periodically checks
    if the given metric is higher than specified threshold and initiates
    early stopping if true.
  """
  return _stop_if_threshold_crossed_hook(
      estimator=estimator,
      metric_name=metric_name,
      threshold=threshold,
      higher_is_better=True,
      eval_dir=eval_dir,
      min_steps=min_steps,
      run_every_secs=run_every_secs,
      run_every_steps=run_every_steps)


def stop_if_lower_hook(estimator,
                       metric_name,
                       threshold,
                       eval_dir=None,
                       min_steps=0,
                       run_every_secs=60,
                       run_every_steps=None):
  """Creates hook to stop if the given metric is lower than the threshold.

  Usage example:

  ```python
  estimator = ...
  # Hook to stop training if loss becomes lower than 100.
  hook = early_stopping.stop_if_lower_hook(estimator, "loss", 100)
  train_spec = tf.estimator.TrainSpec(..., hooks=[hook])
  tf.estimator.train_and_evaluate(estimator, train_spec, ...)
  ```

  Args:
    estimator: A `tf.estimator.Estimator` instance.
    metric_name: `str`, metric to track. "loss", "accuracy", etc.
    threshold: Numeric threshold for the given metric.
    eval_dir: If set, directory containing summary files with eval metrics. By
      default, `estimator.eval_dir()` will be used.
    min_steps: `int`, stop is never requested if global step is less than this
      value. Defaults to 0.
    run_every_secs: If specified, calls `should_stop_fn` at an interval of
      `run_every_secs` seconds. Defaults to 60 seconds. Either this or
      `run_every_steps` must be set.
    run_every_steps: If specified, calls `should_stop_fn` every
      `run_every_steps` steps. Either this or `run_every_secs` must be set.

  Returns:
    An early-stopping hook of type `SessionRunHook` that periodically checks
    if the given metric is lower than specified threshold and initiates
    early stopping if true.
  """
  return _stop_if_threshold_crossed_hook(
      estimator=estimator,
      metric_name=metric_name,
      threshold=threshold,
      higher_is_better=False,
      eval_dir=eval_dir,
      min_steps=min_steps,
      run_every_secs=run_every_secs,
      run_every_steps=run_every_steps)


def stop_if_no_increase_hook(estimator,
                             metric_name,
                             max_steps_without_increase,
                             eval_dir=None,
                             min_steps=0,
                             run_every_secs=60,
                             run_every_steps=None):
  """Creates hook to stop if metric does not increase within given max steps.

  Usage example:

  ```python
  estimator = ...
  # Hook to stop training if accuracy does not increase in over 100000 steps.
  hook = early_stopping.stop_if_no_increase_hook(estimator, "accuracy", 100000)
  train_spec = tf.estimator.TrainSpec(..., hooks=[hook])
  tf.estimator.train_and_evaluate(estimator, train_spec, ...)
  ```

  Args:
    estimator: A `tf.estimator.Estimator` instance.
    metric_name: `str`, metric to track. "loss", "accuracy", etc.
    max_steps_without_increase: `int`, maximum number of training steps with no
      increase in the given metric.
    eval_dir: If set, directory containing summary files with eval metrics. By
      default, `estimator.eval_dir()` will be used.
    min_steps: `int`, stop is never requested if global step is less than this
      value. Defaults to 0.
    run_every_secs: If specified, calls `should_stop_fn` at an interval of
      `run_every_secs` seconds. Defaults to 60 seconds. Either this or
      `run_every_steps` must be set.
    run_every_steps: If specified, calls `should_stop_fn` every
      `run_every_steps` steps. Either this or `run_every_secs` must be set.

  Returns:
    An early-stopping hook of type `SessionRunHook` that periodically checks
    if the given metric shows no increase over given maximum number of
    training steps, and initiates early stopping if true.
  """
  return _stop_if_no_metric_improvement_hook(
      estimator=estimator,
      metric_name=metric_name,
      max_steps_without_improvement=max_steps_without_increase,
      higher_is_better=True,
      eval_dir=eval_dir,
      min_steps=min_steps,
      run_every_secs=run_every_secs,
      run_every_steps=run_every_steps)


def stop_if_no_decrease_hook(estimator,
                             metric_name,
                             max_steps_without_decrease,
                             eval_dir=None,
                             min_steps=0,
                             run_every_secs=60,
                             run_every_steps=None):
  """Creates hook to stop if metric does not decrease within given max steps.

  Usage example:

  ```python
  estimator = ...
  # Hook to stop training if loss does not decrease in over 100000 steps.
  hook = early_stopping.stop_if_no_decrease_hook(estimator, "loss", 100000)
  train_spec = tf.estimator.TrainSpec(..., hooks=[hook])
  tf.estimator.train_and_evaluate(estimator, train_spec, ...)
  ```

  Args:
    estimator: A `tf.estimator.Estimator` instance.
    metric_name: `str`, metric to track. "loss", "accuracy", etc.
    max_steps_without_decrease: `int`, maximum number of training steps with no
      decrease in the given metric.
    eval_dir: If set, directory containing summary files with eval metrics. By
      default, `estimator.eval_dir()` will be used.
    min_steps: `int`, stop is never requested if global step is less than this
      value. Defaults to 0.
    run_every_secs: If specified, calls `should_stop_fn` at an interval of
      `run_every_secs` seconds. Defaults to 60 seconds. Either this or
      `run_every_steps` must be set.
    run_every_steps: If specified, calls `should_stop_fn` every
      `run_every_steps` steps. Either this or `run_every_secs` must be set.

  Returns:
    An early-stopping hook of type `SessionRunHook` that periodically checks
    if the given metric shows no decrease over given maximum number of
    training steps, and initiates early stopping if true.
  """
  return _stop_if_no_metric_improvement_hook(
      estimator=estimator,
      metric_name=metric_name,
      max_steps_without_improvement=max_steps_without_decrease,
      higher_is_better=False,
      eval_dir=eval_dir,
      min_steps=min_steps,
      run_every_secs=run_every_secs,
      run_every_steps=run_every_steps)


def read_eval_metrics(eval_dir):
  """Helper to read eval metrics from eval summary files.

  Args:
    eval_dir: Directory containing summary files with eval metrics.

  Returns:
    A `dict` with global steps mapping to `dict` of metric names and values.
  """
  eval_metrics_dict = {}
  for event in _summaries(eval_dir):
    if not event.HasField('summary'):
      continue
    metrics = {}
    for value in event.summary.value:
      if value.HasField('simple_value'):
        metrics[value.tag] = value.simple_value
    if metrics:
      eval_metrics_dict[event.step] = metrics
  return eval_metrics_dict


def _stop_if_threshold_crossed_hook(estimator, metric_name, threshold,
                                    higher_is_better, eval_dir, min_steps,
                                    run_every_secs, run_every_steps):
  """Creates early-stopping hook to stop training if threshold is crossed."""

  if eval_dir is None:
    eval_dir = estimator.eval_dir()

  is_lhs_better = operator.gt if higher_is_better else operator.lt
  greater_or_lesser = 'greater than' if higher_is_better else 'less than'

  def stop_if_threshold_crossed_fn():
    """Returns `True` if the given metric crosses specified threshold."""

    eval_results = read_eval_metrics(eval_dir)

    for step, metrics in eval_results.items():
      if step < min_steps:
        continue
      val = metrics[metric_name]
      if is_lhs_better(val, threshold):
        tf_logging.info(
            'At step %s, metric "%s" has value %s which is %s the configured '
            'threshold (%s) for early stopping.', step, metric_name, val,
            greater_or_lesser, threshold)
        return True
    return False

  return make_early_stopping_hook(
      estimator=estimator,
      should_stop_fn=stop_if_threshold_crossed_fn,
      run_every_secs=run_every_secs,
      run_every_steps=run_every_steps)


def _stop_if_no_metric_improvement_hook(
    estimator, metric_name, max_steps_without_improvement, higher_is_better,
    eval_dir, min_steps, run_every_secs, run_every_steps):
  """Returns hook to stop training if given metric shows no improvement."""

  if eval_dir is None:
    eval_dir = estimator.eval_dir()

  is_lhs_better = operator.gt if higher_is_better else operator.lt
  increase_or_decrease = 'increase' if higher_is_better else 'decrease'

  def stop_if_no_metric_improvement_fn():
    """Returns `True` if metric does not improve within max steps."""

    eval_results = read_eval_metrics(eval_dir)

    best_val = None
    best_val_step = None
    for step, metrics in eval_results.items():
      if step < min_steps:
        continue
      val = metrics[metric_name]
      if best_val is None or is_lhs_better(val, best_val):
        best_val = val
        best_val_step = step
      if step - best_val_step >= max_steps_without_improvement:
        tf_logging.info(
            'No %s in metric "%s" for %s steps, which is greater than or equal '
            'to max steps (%s) configured for early stopping.',
            increase_or_decrease, metric_name, step - best_val_step,
            max_steps_without_improvement)
        return True
    return False

  return make_early_stopping_hook(
      estimator=estimator,
      should_stop_fn=stop_if_no_metric_improvement_fn,
      run_every_secs=run_every_secs,
      run_every_steps=run_every_steps)


def _summaries(eval_dir):
  """Yields `tensorflow.Event` protos from event files in the eval dir.

  Args:
    eval_dir: Directory containing summary files with eval metrics.

  Yields:
    `tensorflow.Event` object read from the event files.
  """
  if gfile.Exists(eval_dir):
    for event_file in gfile.Glob(
        os.path.join(eval_dir, _EVENT_FILE_GLOB_PATTERN)):
      for event in summary_iterator.summary_iterator(event_file):
        yield event


def _get_or_create_stop_var():
  with variable_scope.variable_scope(
      name_or_scope='signal_early_stopping',
      values=[],
      reuse=variable_scope.AUTO_REUSE):
    return variable_scope.get_variable(
        name='STOP',
        shape=[],
        dtype=dtypes.bool,
        initializer=init_ops.constant_initializer(False),
        collections=[ops.GraphKeys.GLOBAL_VARIABLES],
        trainable=False)


class _StopOnPredicateHook(session_run_hook.SessionRunHook):
  """Hook that requests stop when `should_stop_fn` returns `True`."""

  def __init__(self, should_stop_fn, run_every_secs=60, run_every_steps=None):
    if not callable(should_stop_fn):
      raise TypeError('`should_stop_fn` must be callable.')

    self._should_stop_fn = should_stop_fn
    self._timer = basic_session_run_hooks.SecondOrStepTimer(
        every_secs=run_every_secs, every_steps=run_every_steps)
    self._global_step_tensor = None
    self._stop_var = None
    self._stop_op = None

  def begin(self):
    self._global_step_tensor = training_util.get_global_step()
    self._stop_var = _get_or_create_stop_var()
    self._stop_op = state_ops.assign(self._stop_var, True)

  def before_run(self, run_context):
    del run_context
    return session_run_hook.SessionRunArgs(self._global_step_tensor)

  def after_run(self, run_context, run_values):
    global_step = run_values.results
    if self._timer.should_trigger_for_step(global_step):
      self._timer.update_last_triggered_step(global_step)
      if self._should_stop_fn():
        tf_logging.info('Requesting early stopping at global step %d',
                        global_step)
        run_context.session.run(self._stop_op)
        run_context.request_stop()


class _CheckForStoppingHook(session_run_hook.SessionRunHook):
  """Hook that requests stop if stop is requested by `_StopOnPredicateHook`."""

  def __init__(self):
    self._stop_var = None

  def begin(self):
    self._stop_var = _get_or_create_stop_var()

  def before_run(self, run_context):
    del run_context
    return session_run_hook.SessionRunArgs(self._stop_var)

  def after_run(self, run_context, run_values):
    should_early_stop = run_values.results
    if should_early_stop:
      tf_logging.info('Early stopping requested, suspending run.')
      run_context.request_stop()